LUV option chain Southwest Airlines Co.
Cboe delayed options data · as of 15:40 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.7% (35.59–43.27) · ATM IV 46.3% · P/C open interest 1.83
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.05 | 11.50 | 28 | 102.0% | 0.97 | 0.0114 | -0.007 | 30 | 0 | 1.00 | 3 | 91.0% | -0.03 | 0.0115 | -0.008 | ||
| 8.15 | 9.90 | 81.0% | 0.96 | 0.0155 | -0.009 | 31 | 0 | 0.9500 | 81.7% | -0.04 | 0.0156 | -0.010 | ||||
| 6.70 | 9.60 | 79.0% | 0.94 | 0.0210 | -0.012 | 32 | 0 | 1.00 | 75.0% | -0.06 | 0.0211 | -0.013 | ||||
| 5.05 | 8.15 | 34.8% | 0.92 | 0.0280 | -0.015 | 33 | 0 | 2.32 | 92.8% | -0.08 | 0.0282 | -0.016 | ||||
| 5.35 | 7.05 | 64.6% | 0.89 | 0.0366 | -0.019 | 34 | 0.1900 | 1.33 | 1 | 69.6% | -0.12 | 0.0369 | -0.020 | |||
| 4.05 | 6.95 | 66.6% | 0.84 | 0.0466 | -0.024 | 35 | 0.3800 | 0.4700 | 34 | 48.6% | -0.16 | 0.0469 | -0.024 | |||
| 2.96 | 5.20 | 43.9% | 0.79 | 0.0572 | -0.028 | 36 | 0.5300 | 0.6900 | 1 | 36 | 47.6% | -0.21 | 0.0576 | -0.029 | ||
| 3.25 | 3.55 | 45.6% | 0.73 | 0.0674 | -0.032 | 37 | 0.8400 | 0.9400 | 35 | 47.6% | -0.28 | 0.0679 | -0.033 | |||
| 2.57 | 2.92 | 45.4% | 0.65 | 0.0760 | -0.035 | 38 | 1.17 | 1.28 | 71 | 47.0% | -0.35 | 0.0768 | -0.036 | |||
| 2.13 | 2.26 | 12 | 46.0% | 0.57 | 0.0820 | -0.037 | 39 | 1.59 | 1.70 | 21 | 46.6% | -0.43 | 0.0829 | -0.037 | ||
| 1.63 | 1.73 | 2 | 45.1% | 0.49 | 0.0844 | -0.037 | 40 | 2.09 | 2.22 | 3 | 20 | 46.4% | -0.51 | 0.0855 | -0.038 | |
| 1.22 | 1.31 | 1 | 6 | 44.7% | 0.41 | 0.0829 | -0.036 | 41 | 2.67 | 2.83 | 11 | 46.3% | -0.60 | 0.0843 | -0.036 | |
| 0.8900 | 0.9800 | 26 | 73 | 44.5% | 0.33 | 0.0778 | -0.033 | 42 | 3.30 | 3.60 | 62 | 46.9% | -0.68 | 0.0794 | -0.034 | |
| 0.6200 | 0.7100 | 6 | 44.0% | 0.26 | 0.0699 | -0.030 | 43 | 3.25 | 4.35 | 1 | 34.2% | -0.75 | 0.0718 | -0.030 | ||
| 0.4000 | 0.5200 | 19 | 43.6% | 0.20 | 0.0605 | -0.026 | 44 | 4.00 | 5.40 | 35.4% | -0.81 | 0.0626 | -0.026 | |||
| 0.2700 | 0.4100 | 15 | 17 | 44.4% | 0.16 | 0.0508 | -0.022 | 45 | 5.45 | 6.20 | 1 | 29 | 46.2% | -0.86 | 0.0530 | -0.022 |
| 0.0300 | 0.9500 | 9 | 55.5% | 0.12 | 0.0417 | -0.018 | 46 | 5.55 | 7.25 | -0.90 | 0.0442 | -0.018 | ||||
| 0 | 0.9500 | 3 | 59.9% | 0.09 | 0.0338 | -0.015 | 47 | 6.50 | 8.15 | -0.92 | 0.0363 | -0.015 | ||||
| 0 | 0.9500 | 1 | 64.7% | 0.07 | 0.0272 | -0.013 | 48 | 7.40 | 9.60 | -0.95 | 0.0296 | -0.013 | ||||
| 0 | 0.3100 | 1 | 52.2% | 0.05 | 0.0218 | -0.011 | 49 | 8.40 | 10.10 | -0.96 | 0.0248 | -0.010 | ||||
| 0 | 0.9500 | 73.7% | 0.04 | 0.0175 | -0.009 | 50 | 9.40 | 11.45 | -0.98 | 0.0200 | -0.009 | |||||
| 0 | 1.00 | 79.0% | 0.03 | 0.0140 | -0.007 | 51 | 9.70 | 13.55 | 60.0% | -0.99 | 0.0151 | -0.007 | ||||
| 0 | 1.00 | 83.1% | 0.03 | 0.0113 | -0.006 | 52 | 10.70 | 14.55 | 63.5% | -0.99 | 0.0093 | -0.007 | ||||
| 0 | 0.3000 | 72.4% | 0.01 | 0.0061 | -0.004 | 55 | 13.70 | 17.70 | 80.4% | -1.00 | 0.0006 | -0.007 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs